Relaxations of linear programming problems with first order stochastic dominance constraints
From MaRDI portal
Publication:867928
DOI10.1016/J.ORL.2005.10.004zbMATH Open1112.90053OpenAlexW2036105324MaRDI QIDQ867928FDOQ867928
Authors: Nilay Noyan, Gábor Rudolf, Andrzej Ruszczyński 
Publication date: 19 February 2007
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2005.10.004
Recommendations
- Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
- scientific article; zbMATH DE number 1970854
- New Formulations for Optimization under Stochastic Dominance Constraints
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- Optimization with Stochastic Dominance Constraints
Cites Work
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- Comparison methods for stochastic models and risks
- Optimization with Stochastic Dominance Constraints
- The Efficiency Analysis of Choices Involving Risk
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- Title not available (Why is that?)
- Disjunctive programming: Properties of the convex hull of feasible points
- Disjunctive Programming
- Ordered Families of Distributions
- Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
- Title not available (Why is that?)
Cited In (20)
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball
- Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation
- Multivariate winning probabilities
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- Cut generation for optimization problems with multivariate risk constraints
- Optimization with a class of multivariate integral stochastic order constraints
- Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
- Almost stochastic dominance and stocks for the long run
- Stochastic dominance with imprecise information
- Eco-friendly container transshipment route scheduling problem with repacking operations
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
- Three algorithms for graph locally harmonious colouring
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting
This page was built for publication: Relaxations of linear programming problems with first order stochastic dominance constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q867928)
